-10.9%
MP vs CRS
+800.5%
-811.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +4.7% |
| 7D | +9.5% | +4.8% | +4.7% | +7.2% |
| 30D | -3.0% | -23.2% | +20.2% | +7.2% |
| 3M | -30.4% | -45.5% | +15.1% | -10.3% |
| 6M | -39.2% | -33.1% | -6.1% | -28.7% |
| YTD | -23.3% | -7.2% | -16.1% | -22.3% |
| 1Y | -32.6% | -10.0% | -22.6% | -30.8% |
| 3Y | +159.3% | +332.3% | -173.1% | +6.3% |
| All | -10.9% | +800.5% | -811.4% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling